Is it advisable to everyone to submit each link to his website to social media like twitter and Facebook?
It really depends on how you go about submitting your links. When using Twitter, you have the ability to display your link in your profile at the very top of your Twitter account. If there is content that you want people to find out about, submit it once or twice a day and tweet other topics from the people you follow. If you have a Facebook Page (not a personal profile) you can show the link to your website in the About section as well. The difference here is that the people who "Like" your Fan Page are expecting you to submit information about your site on a daily basis but you should switch things up a bit and ask them questions dealing with your niche throughout the day. So I would say it is OK to show your link but don't over do it.
Do you mean website links? (contact, privacy policy) or backilinks? you can link relevant content such as new post you just made and yes you want to submit your links to facebook and twitter and more. You don't need to submit contact page or anything like that.
i submit my rss feeds to twetter automatically, it help to get traffic, followers and links to my sites.